"Efficient price sensitivity estimation of financial derivatives by weak ..."

Peter E. Kloeden, Carlos Sanz-Chacón (2011)

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DOI: 10.1515/MCMA.2011.001

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type: Journal Article

metadata version: 2020-07-03

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Peter E. Kloeden, Carlos Sanz-Chacón:
Efficient price sensitivity estimation of financial derivatives by weak derivatives. Monte Carlo Methods Appl. 17(1): 47-75 (2011)

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